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The Prediction Error of Bornhuetter-Ferguson using Bootstrapping Method
Å¡¦ª»•· °· œ¸š°Š‡Îµ1
Priwut Achineetongkhom1*
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„µ¦ž¦³¤µ–‡nµÁŠ· œÎµ¦°Š· œÅ®¤š—šœ—oª¥ª· ›¸´ œÅ—¨¼ „ÃŽn (Chain-Ladder Method) ¨³ª· ›¸°¦r œ
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(prediction error) —oª¥Á¡ºÉ°Äo Ĝ„µ¦¡·‹µ¦–µªnµ‡nµž¦³¤µ–œ´Êœ¤¸‡ªµ¤™¼„˜o°ŠÁ¡¸¥ŠÄ—
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„µ¦‡Îµœª–ÁŠ·œÎµ¦°Š‡nµ·œÅ®¤š—šœ—oª¥Ã˜Â‡˜·„
Abstract
The Chain-Ladder and the Bornhuetter-Ferguson reserve estimation methods are widely used in the
general insurance reserving process. To estimate claims reserves is necessary to know the prediction error in order
to know how accurate the result estimates are.
1 œ· ·˜ž¦·µÃš £µ‡ª·µ™·˜· µ µ„µ¦ž¦³„´ œ£´¥ ‡–³¡µ–·¥«µ˜¦r¨³„µ¦´¸ ‹»¯µ¨Š„¦–r¤®µª·š¥µ¨´¥ „¦»ŠÁš¡² 10330
Master’s Degree Student, Department of Statistics, Insurance, Faculty of Commerce and Accountancy, Chulalongkorn University,
Bangkok, 10330.
Corresponding author : Ú¦«´¡šr 0 81668 6486 E-mail:nonbug56@hotmail.com